Dr. Harrell, please bottom post rather than top post.  It makes the thread
easier to follow.

I was responding to your question, "Is a piecewise flat relationship more
realistic than a linear one?" when I wrote, "Well, yeah, I would say so.  If the
relationship is U-shaped, say, then re-coding a continuous predictor variable
into 5 categories, will provide a better fit.  To which you are responding:

Frank E Harrell Jr wrote:
> 
> Definitely not.  Categorizing into 5 levels takes 4 degrees of freedom
> and still assumes a piecewise flat relationship.  Regression splines
> handle U-shapes as well as other smooth shapes, with typically < 4 d.f.,
> and they provide better fits.

All I am saying is that the piecewise flat relationship would provide a better
fit to a U-shaped relationship than a linear one would.  I'm not arguing that
splines wouldn't be better still.  As for the degrees of freedom issue, in
epidemiology, we often don't care, as our datasets often have tens of thousands
of cases.

-Jay
.
.
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